-
How the matching adjustment helps insurers in a crisis
28 February 2013Daily solvency monitoring offers valuable insights into an insurers' risk profile and its regulatory capital requirements – and demonstrates the potential power of the matching adjustment. Matthew Cocke, Russell Osman and Russell Ward explain
-
Using least-squares Monte Carlo in a multi-year context
19 February 2013A year ago on this site, Michael Leitschkis and Mario Hoerig explained the advantages of least-squares Monte Carlo (LSMC) over other proxy modelling techniques for estimating capital. Here, with Florian Ketterer and Christian Bettels, they describe how to extend a one-year application of LSMC to scenarios of several years
-
Insurance Europe releases LTGA helper spreadsheet
12 February 2013To aid firms in calculating matching adjustment
-
Eiopa releases LTG impact study Q&A
08 February 2013Firms must use year-end 2011 data, even when more recent data is available
-
Eiopa releases discount curves ahead of LTG assessment
23 January 2013SII credit risk adjustment raised from 10 to 35 basis points
-
From the Talmud and Markowitz to a holistic picture of risk
10 January 2013Systems thinking helps risk modellers develop a more dynamic, responsive analysis of complex systems. Matt Cocke and Richard See-Toh track developments from 4 BC to today's ERM approach
-
2013: the ERM challenges ahead
08 January 2013Leading consultants and CROs say getting the most out of Solvency II implementation will be a big challenge for 2013, but other aspects of ERM will reappear on the agenda, as will the necessity of keeping ERM at the heart of business. Here is a compilation of responses to the questions InsuranceERM asked experts just before Christmas
-
Companies will allocate resources back to strategic issues
24 December 2012It's time to refocus on traditional areas of ERM, says Milliman's Neil Cantle.
-
Early pillar 3 reporting would be unnecessary burden
21 December 2012ABI urges practical solution to Solvency II implementation